Commitment of Traders (COT) Database

Other Financial Data Products

Database: $ 99. Optional updates are $14/month (or 1 year at $12/month)

COT reports on Commercial, Non-commercial and Small Traders

Traders whose futures holdings exceed certain levels must report these holdings to the CFTC (Commodity Futures Trading Commission) each day! Even holdings that are non-reportable are summed. The CFTC publishes this unique data in a report called Commitments of Traders Report (COT) which catagorizes the information into the following three groups: .

COMMERCIAL TRADERS - hedgers such as farmers that produce the underlying commodity,

NON-COMM TRADERS - non hedgers such as a trading consortium with large positions,

SMALL TRADERS - typically individuals with small positions.

Although COT is still only weekly data, its quality more than makes up for its quantity. It is the sole source of the actual holding of these three key groups. You have inside information on the trading activities of the "savvy Commercials", the "too shrewd Non Commercials" and the "unsuspecting Small Traders". The commercials have an uncanny knack of being right in many markets.

Now you can monitor their positions and turning points. The database also includes Steve Briese's amazing COT INDEX (featured in "Stocks and Commodities" 5/90, "Baron's" 2/94, and "Futures" 3/94) which is an outstanding confirming indicator. What makes this data most valuable is that it is independent of Price/Volume/OpenInt.

The historical database of COT Reports covers 48 popular commodities and begins January, 1983. The data is end of month until 1/15/86, then it becomes mid-month and end of month until 1991, then it becomes weekly. The 1986 to 1991 mid month values are extracted from CFTC mag tapes and the COT database is your only source of this data. Since 1991, the CFTC has compiled the data weekly (as per market close on Tue.) and releases TWO weekly reports on alternating Fridays.

COT DATABASE includes:

1. Historical COT data for 48 commodities on diskette up to the most recent released reports.
2. DataMaker software can interpolate the monthly, semi-monthly and the weekly values into daily values and combine it with your data.
3. Documentation
4. Downloader software -- determines what files you need and automatically downloads them. Updates are available approx. 1 hour after release by the CFTC.

COMMODITIES INCLUDED:

British Pound     Canadian Dollar   Feeder Cattle   Live Cattle     Cocoa
Coffee            CRB Futures       Copper          Corn            Cotton No. 2
Crude Oil         Eurodollars       Fed Funds       Deutschmark     Gold (Commex)
Heating Oil #2    Live Hogs         Japanese Yen    Random Lumber   Municipal Bonds
Oats              Orange Juice      Paladium        Platinum        Pork Bellies
S&P 500           Silver (Commex)   Soybeans        Soybean Meal    Soybean Oil
Sugar #11         Swiss Franc       T-Bills         T-Bonds         10 Yr. Notes
5 Yr. Notes       Unleaded Gas      Wheat, Chic.    Wheat, K.C.     Wheat, Minn.
NYSE Comp. Ind.   Nikkei Index      Dollar Index    Russell 2000    Natural Gas
Mexican Peso      Australian Dollar                 Mini NASDAQ

NOTE: Most commodities start Jan. 1983

FIELDS SUPPLIED:
1. COT Index, Commercials    7. Non Com. Longs        13. No. Com. Shrt Trdrs
2. COT Index, Non Comm.      8. Non Com. Shorts       14. No. Non Com. Long Trdrs
3. COT Index, Sml Trader     9. Sml Trader Longs      15. No. Non Com. Shrt Trdrs
4. Total Open Interest      10. Sml Trader Shorts     16. Commercial Net Position
5. Commercial Longs         11. No. of Spreads        17. Non Com. Net Position
6. Commercial Shorts        12. No. Com. Long Trdrs   18. Small Trdr Net Position

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